CME Matching Engine Basics: Part 1

An introductory look at the CME matching engine for Eurodollar and Treasury futures. Understanding the matching engines helps our…

Watch Now

The Roll Tracker

When is the optimal time to trade your Treasury rolls? The Roll Tracker forecasts the shift of open interest for the current roll cycle using real-time data updated every 5 minutes…

Watch Now

The Presence of Implied and Hidden Liquidity

Robert explains how the complex order types on the CME can combine to generate “implied” quotes. Second generation quotes…

Watch Now

Transaction Analysis: An Example

We show you an example of a real algorithmic execution to illustrate how our algorithms work. By analyzing price and volume at the inside quotes and into the order…

Watch Now